PCA Index Dashboard Examples#
This script was last run at 2024-03-19 20:59:20.531952+00:00 (UTC)
In US/Central Time, this is 2024-03-19 15:59:20.531952-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897377 | -0.475547 | 0.085744 | -0.007912 | 0.545613 | 0.254698 |
| 1997-01-03 | -0.885668 | -0.475547 | -0.156045 | 0.007604 | 0.745181 | 0.205543 |
| 1997-01-06 | -0.881766 | -0.475547 | -0.064622 | -0.015671 | 0.778057 | 0.269482 |
| 1997-01-07 | -0.881766 | -0.454721 | -0.129581 | -0.046703 | 0.837680 | 0.383090 |
| 1997-01-08 | -0.893474 | -0.454721 | -0.022520 | -0.085494 | 0.785718 | 0.496306 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-12 | -0.842736 | -1.506446 | -0.792398 | 1.815243 | 1.034485 | 0.037066 |
| 2024-03-13 | -0.862251 | -1.506446 | -0.803224 | 1.760936 | 1.064957 | 0.154009 |
| 2024-03-14 | -0.862251 | -1.475206 | -0.725033 | 1.760936 | 0.887894 | 0.499683 |
| 2024-03-15 | -0.858348 | -1.496032 | -0.723830 | 1.691113 | 0.831911 | 0.578966 |
| 2024-03-18 | -0.870057 | -1.475206 | -0.733454 | 1.652323 | 0.714628 | 0.682826 |
7189 rows × 6 columns
pc1
DATE
1997-01-02 -0.578503
1997-01-03 -0.684679
1997-01-06 -0.667573
1997-01-07 -0.703957
1997-01-08 -0.673616
...
2024-03-12 -1.589553
2024-03-13 -1.611565
2024-03-14 -1.594360
2024-03-15 -1.582520
2024-03-18 -1.565698
Name: PC1, Length: 7189, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()